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State-space structure of finite horizon optimal mixed H_2/H_∞ filters

Halder, B. and Hassibi, B. and Kailath, T. (1997) State-space structure of finite horizon optimal mixed H_2/H_∞ filters. In: Proceedings of the 1997 American Control Conference. Vol.1. IEEE , Piscataway, NJ, pp. 784-785. ISBN 0-7803-3832-4. https://resolver.caltech.edu/CaltechAUTHORS:20150302-161737951

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Abstract

We show that finite horizon optimal mixed H_2/H_∞ filters are not of fixed order. Moreover, when the underlying systems have state-space models of order n, the optimal finite horizon mixed H_2/H_∞, filter has state-space model of order no greater than n+J where J is the multiplicity of the maximum singular value of T_2(K) equal to the H_∞ bound γ.


Item Type:Book Section
Related URLs:
URLURL TypeDescription
http://dx.doi.org/10.1109/ACC.1997.611909DOIArticle
http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=611909PublisherArticle
Additional Information:© 1997 IEEE. This work was supported in part by DARPA through the Department of Air Force under contract F49620-95-1-0525-P00001 and by the Joint Service Electronics Program at Stanford under contract DAAH04-94-G-0058-P00003.
Funders:
Funding AgencyGrant Number
Air Force Office of Scientific Research (AFOSR)F49620-95-1-0525-P00001
Joint Service Electronics ProgramDAAH04-94-G-0058-P00003
Record Number:CaltechAUTHORS:20150302-161737951
Persistent URL:https://resolver.caltech.edu/CaltechAUTHORS:20150302-161737951
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:55438
Collection:CaltechAUTHORS
Deposited By: Shirley Slattery
Deposited On:03 Mar 2015 02:08
Last Modified:03 Oct 2019 08:05

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